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Re: st: mlogit and IV? polychotomous logistic model and endogenous explanatory variable

From   John Hendrickx <>
Subject   Re: st: mlogit and IV? polychotomous logistic model and endogenous explanatory variable
Date   Tue, 14 Sep 2004 04:31:18 -0700 (PDT)

The issue of endogeneity is different for logistic models. If your
data is aggregated, i.e. a multiway table, you could estimate a
multinomial logistic model as a loglinear model using -glm- or
-poisson-. In loglinear models, there's no distinction between
dependent and independent variables, there's no causal direction. All
you're interested in is whether there's a relationship among the

So one course you can take is to recast your model as a loglinear
model. Or you could note the equivalence between multinomial logit
and loglinear models to show that endogeneity is not an issue.

Final note: unfortunately, you can't solve the "polychotomous"
problem by referring to the models as "multinomial". I've seen this
usage criticized on other lists too :-(.

Good luck,
John Hendrickx

--- "Ngo,PT  (pgr)" <> wrote:

> Dear Statalisters,
> Sorry to bother you again for the second time in the day!
> I would like estimate a polychotomous logistic model using mlogit.
> The main explanatory variable (say X) I use is endogenous and in
> binary models, I have used IVs using the ivprob command. How would
> one go about estimating polychotomous logistic model with an
> endogenous variable for which I have an instrument? I am interested
> in getting the relative risk ratio as I am trying to differentiate
> the impact X on the various discrete categories of Y on the left
> hand side.
> Any advice would be really appreciated. It is the first time I am
> using logit/probit and
> polychotomous models.
> Thanks a lot in advance,
> Thi Minh
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